Tree-AMP: Compositional inference with tree approximate message passing
Journal of Machine Learning Research, 2023•jmlr.org
We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python
package for compositional inference in high-dimensional tree-structured models. The
package provides a unifying framework to study several approximate message passing
algorithms previously derived for a variety of machine learning tasks such as generalized
linear models, inference in multi-layer networks, matrix factorization, and reconstruction
using nonseparable penalties. For some models, the asymptotic performance of the …
package for compositional inference in high-dimensional tree-structured models. The
package provides a unifying framework to study several approximate message passing
algorithms previously derived for a variety of machine learning tasks such as generalized
linear models, inference in multi-layer networks, matrix factorization, and reconstruction
using nonseparable penalties. For some models, the asymptotic performance of the …
We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides a unifying framework to study several approximate message passing algorithms previously derived for a variety of machine learning tasks such as generalized linear models, inference in multi-layer networks, matrix factorization, and reconstruction using nonseparable penalties. For some models, the asymptotic performance of the algorithm can be theoretically predicted by the state evolution, and the measurements entropy estimated by the free entropy formalism. The implementation is modular by design: each module, which implements a factor, can be composed at will with other modules to solve complex inference tasks. The user only needs to declare the factor graph of the model: the inference algorithm, state evolution and entropy estimation are fully automated. The source code is publicly available at https://github.com/sphinxteam/tramp and the documentation at https://sphinxteam.github.io/tramp.docs.
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